Support Board
Date/Time: Mon, 03 Feb 2025 18:23:08 +0000
Backtest/Replay - possible to use timer for flattening positions & cancel orders?
View Count: 837
| [2019-11-11 20:22:16] |
| Chad - Posts: 234 |
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Per the title, is it possible in a back-testing environment for a 'timer' routine to flatten positions, cancel any open orders, and block any new orders, during a specific day-of-week and timeframe? I would regularly have more than one 'event' during the week to use a timer for, so having two session start/end times wouldn't suffice.
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| [2019-11-12 04:38:39] |
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Yes this is certainly possible. How is the trading system implemented?
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-11-12 17:13:47] |
| Chad - Posts: 234 |
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The tentative plan is to handle all new order events in ACSIL, no Alert studies from Charts; timers configured using sc.IsDateTimeContainedInBarIndex. If you meant a different aspect in context of 'implementation', please clarify.
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| [2019-11-12 18:13:31] |
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This can certainly be done. You would want to examine the date-time in: ACSIL Interface Members - Variables and Arrays: sc.BaseDateTimeIn[] And then take the action that you need to. An example of something related to this is in: /ACS_Source/TradingSystemBasedOnAlertCondition.cpp This is in the Sierra Chart installation folder. Have a look at how this variable is used: Input_AllowTradingOnlyDuringTimeRange Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-11-12 18:14:22
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| [2019-11-27 21:01:13] |
| User568537 - Posts: 21 |
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Hi I would like to do something similar but using the "Trading System Based on Alert Condition" study: i.e. go long only on Tuesday at a specific time and exit on Wednesday at another time. Is it possible? |
| [2019-12-03 06:11:18] |
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You can certainly modify the study to meet your requirements. Refer to: How to Build an Advanced Custom Study from Source Code Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-12-03 06:11:28
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